Stochastic H∞ control problem with state-dependent noise for multimodeling systems | IEEE Conference Publication | IEEE Xplore

Stochastic H∞ control problem with state-dependent noise for multimodeling systems


Abstract:

In this paper, stochastic Hinfin state feedback control with state-dependent noise for multimodeling systems is addressed. After establishing the asymptotic structure of ...Show More

Abstract:

In this paper, stochastic Hinfin state feedback control with state-dependent noise for multimodeling systems is addressed. After establishing the asymptotic structure of the stochastic multi-modeling algebraic Riccati equation (SMARE), an iterative algorithm that is based on Newton's method is established. A high-order state feedback controller by means of the obtained iterative solution is given and the degradation of the Hinfin performance is investigated for the stochastic case for the first time. Finally, in order to demonstrate the efficiency of the proposed algorithm, numerical example is given for practical megawatt-frequency control problem.
Date of Conference: 10-12 June 2009
Date Added to IEEE Xplore: 10 July 2009
ISBN Information:

ISSN Information:

Conference Location: St. Louis, MO, USA

References

References is not available for this document.